ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

On November 14, the International Swaps and Derivatives Association, Inc (“ISDA”), the Global Financial Markets Association (“GFMA”) and the Institute of International Finance (“IIF”) (together “the Associations”) sent a further response to the Basel Committee on Banking Supervision (BCBS) Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures" (June 2013) related to the Definition of Notional Amounts.

Documents (1) for ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

Response to EC Consultation on MICA Review

On September 29, ISDA responded to the European Commission’s (EC) targeted consultation on the review of the Markets in Crypto-Assets Regulation (MICA). ISDA’s response focuses on tokenization in over-the-counter derivatives and collateral markets. It argues that tokenized collateral can enable...

2026 FX Definitions: Act Now

On November 22, 2027, the 2026 FX Definitions will come into effect. From that point, these definitions will become the market standard for all cleared and new non-cleared FX derivatives, and the Swift messaging service will halt its support of...